PSHZF vs. BND
Compare and contrast key facts about Pershing Square Holdings Ltd (PSHZF) and Vanguard Total Bond Market ETF (BND).
BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSHZF or BND.
Key characteristics
| PSHZF | BND | |
|---|---|---|
| YTD Return | 1.07% | 2.40% |
| 1Y Return | 28.94% | 8.91% |
| 3Y Return (Ann) | 6.38% | -2.38% |
| 5Y Return (Ann) | 22.45% | 0.01% |
| Sharpe Ratio | 1.38 | 1.38 |
| Sortino Ratio | 1.90 | 2.03 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.60 | 0.51 |
| Martin Ratio | 3.55 | 4.99 |
| Ulcer Index | 8.48% | 1.62% |
| Daily Std Dev | 21.79% | 5.85% |
| Max Drawdown | -56.97% | -18.84% |
| Current Drawdown | -15.05% | -8.44% |
Correlation
The correlation between PSHZF and BND is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
PSHZF vs. BND - Performance Comparison
In the year-to-date period, PSHZF achieves a 1.07% return, which is significantly lower than BND's 2.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSHZF vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pershing Square Holdings Ltd (PSHZF) and Vanguard Total Bond Market ETF (BND). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
PSHZF vs. BND - Dividend Comparison
PSHZF's dividend yield for the trailing twelve months is around 1.21%, less than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSHZF Pershing Square Holdings Ltd | 1.21% | 1.12% | 1.16% | 0.97% | 1.13% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
PSHZF vs. BND - Drawdown Comparison
The maximum PSHZF drawdown since its inception was -56.97%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PSHZF and BND. For additional features, visit the drawdowns tool.
Volatility
PSHZF vs. BND - Volatility Comparison
Pershing Square Holdings Ltd (PSHZF) has a higher volatility of 6.49% compared to Vanguard Total Bond Market ETF (BND) at 1.67%. This indicates that PSHZF's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.